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Learning in a non-stationary environment is an inevitable problem when applying machine learning algorithm to real world environment. Learning new tasks without forgetting the previous knowledge is a challenge issue in machine learning. We…

Machine Learning · Computer Science 2018-11-07 Honglin Li , Frieder Ganz , Shirin Enshaeifar , Payam Barnaghi

This article examines state estimation in discrete-time nonlinear stochastic systems with finite-dimensional states and infinite-dimensional measurements, motivated by real-world applications such as vision-based localization and tracking.…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Maxwell M. Varley , Timothy L. Molloy , Girish N. Nair

State estimation is a fundamental problem in control and signal processing, for which the Kalman Filter provides an optimal solution under linear dynamics, Gaussian noise, and known noise covariances. However, these assumptions often fail…

Machine Learning · Computer Science 2026-05-27 Vasileios Saketos , Ming Xiao

Unmanned aerial vehicles (UAVs) provide a novel means of extracting road and traffic information from video data. In particular, by analyzing objects in a video frame, UAVs can detect traffic characteristics and road incidents. Leveraging…

Applications · Statistics 2021-10-06 Cesar N. Yahia , Shannon E. Scott , Stephen D. Boyles , Christian G. Claudel

Accurate estimation of noise parameters is critical for optimal filter performance, especially in systems where true noise parameter values are unknown or time-varying. This article presents a quaternion left-invariant extended Kalman…

Signal Processing · Electrical Eng. & Systems 2025-12-09 Yash Pandey , Rahul Bhattacharyya , Yatindra Nath Singh

Energy efficiency and reliability have long been crucial factors for ensuring cost-effective and safe missions in autonomous systems computers. With the rapid evolution of industries such as space robotics and advanced air mobility, the…

Machine Learning · Computer Science 2023-07-18 Reza Ahmadvand , Sarah Safura Sharif , Yaser Mike Banad

This work presents a fast, uncertainty-aware sequential data assimilation framework for estimating key aerodynamic states (e.g., instantaneous vorticity fields and aerodynamic loads) during severe gust encounters, where vortex-gust…

Fluid Dynamics · Physics 2026-03-20 Hanieh Mousavi , Anya Jones , Jeff Eldredge

The accurate Attitude Heading Reference System(AHRS) is an important apart of the UAV reliable flight system. Aiming at the application scenarios of near ground navigation of small-UAV, this paper establishes a loose couple error model of…

Robotics · Computer Science 2020-02-21 Yue Yang

Aimed at solving the problem of Attitude and Heading Reference System(AHRS) in the complex and dynamic conditions for small-UAV, An intelligent Singular Value Decomposition Cubature Kalman Filter(SVDCKF) combined with the Variable Adaptive…

Robotics · Computer Science 2020-03-10 Yue Yang

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

Switching Kalman Filters (SKF) are well known for their ability to solve the piecewise linear dynamic system estimation problem using the standard Kalman Filter (KF). Practical SKFs are heuristic, approximate filters that are not guaranteed…

Signal Processing · Electrical Eng. & Systems 2022-01-31 Parisa Karimi , Zhizhen Zhao , Mark Butala , Farzad Kamalabadi

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

Robotics · Computer Science 2023-04-05 Barak Or , Itzik Klein

The Kalman filter (KF) is a widely-used algorithm for tracking the latent state of a dynamical system from noisy observations. For systems that are well-described by linear Gaussian state space models, the KF minimizes the mean-squared…

Signal Processing · Electrical Eng. & Systems 2022-10-13 Shunit Truzman , Guy Revach , Nir Shlezinger , Itzik Klein

Linear State-Space Models (SSMs) offer an efficient alternative to softmax Attention with constant memory and linear compute, but their lossy, fading summary of the past hurts recall-oriented tasks. We propose Gated KalmaNet (GKA,…

Machine Learning · Computer Science 2026-05-19 Liangzu Peng , Aditya Chattopadhyay , Luca Zancato , Elvis Nunez , Wei Xia , Stefano Soatto

The extended Kalman filter (EKF) is a widely adopted method for sensor fusion in navigation applications. A crucial aspect of the EKF is the online determination of the process noise covariance matrix reflecting the model uncertainty. While…

Robotics · Computer Science 2025-03-11 Nadav Cohen , Itzik Klein

Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks. We focus here on the ensemble Kalman filter (EnKF). We…

The ensemble Kalman filter (EnKF) is widely used for nonlinear and high-dimensional state estimation because it replaces complex covariance propagation with simple ensemble statistics. However, conventional EnKF implementations can become…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shida Jiang , Shengyu Tao , Zihe Liu , Scott Moura

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Acoustic howling suppression (AHS) is a critical challenge in audio communication systems. In this paper, we propose a novel approach that leverages the power of neural networks (NN) to enhance the performance of traditional Kalman filter…

Audio and Speech Processing · Electrical Eng. & Systems 2023-09-29 Yixuan Zhang , Hao Zhang , Meng Yu , Dong Yu

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…